Nowak, Andrzej S. and Szajowski, Krzysztof
(1998):
*Nonzero-sum Stochastic Games.*
Published in: Annals of the International Society of Dynamic Games
, Vol. 4,
(1999): pp. 297-342.

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## Abstract

This paper treats of stochastic games. We focus on nonzero-sum games and provide a detailed survey of selected recent results. In Section 1, we consider stochastic Markov games. A correlation of strategies of the players, involving ``public signals'', is described, and a correlated equilibrium theorem proved recently by Nowak and Raghavan for discounted stochastic games with general state space is presented. We also report an extension of this result to a class of undiscounted stochastic games, satisfying some uniform ergodicity condition. Stopping games are related to stochastic Markov games. In Section 2, we describe a version of Dynkin's game related to observation of a Markov process with random assignment mechanism of states to the players. Some recent contributions of the second author in this area are reported. The paper also contains a brief overview of the theory of nonzero-sum stochastic games and stopping games which is very far from being complete.

Item Type: | MPRA Paper |
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Original Title: | Nonzero-sum Stochastic Games |

English Title: | Nonzero-sum Stochastic Games |

Language: | English |

Keywords: | average payoff stochastic games, correlated stationary equilibria, nonzero-sum games, stopping time, stopping games |

Subjects: | C - Mathematical and Quantitative Methods > C6 - Mathematical Methods ; Programming Models ; Mathematical and Simulation Modeling C - Mathematical and Quantitative Methods > C4 - Econometric and Statistical Methods: Special Topics > C44 - Operations Research ; Statistical Decision Theory C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory > C73 - Stochastic and Dynamic Games ; Evolutionary Games ; Repeated Games C - Mathematical and Quantitative Methods > C7 - Game Theory and Bargaining Theory > C72 - Noncooperative Games |

Item ID: | 19995 |

Depositing User: | Krzysztof Szajowski |

Date Deposited: | 15 Jan 2010 15:27 |

Last Modified: | 04 Oct 2019 04:07 |

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URI: | https://mpra.ub.uni-muenchen.de/id/eprint/19995 |